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Trade: XRP/USDT/720/FWMA/ALMA/4928

Strategy
XRP/USDT/720/FWMA/ALMA/4928
Pair
XRP_USDT
Interval
12h
Score
676475
Daily Profit
0.153830
Profit Factor
6.660007
Profitability
78.787879
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-08 12:13
Expiration Time
2025-11-22 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 345747.005 422860.0806 -77113.0757 -16429223.567 4569128.5003 -20998352.0673
Total P&L (%) 345.747 422.8601 -77.1131 -16429.2236 4569.1285 -20998.3521
Avg Daily Profit (%) 0.1383 0.1691 -0.0308 0 0.1538 0
Buy And Hold Return (%) 851.0261 851.0261 851.0261 851.0261 851.0261 851.0261
Max Trade Drawdown -279607 -67528 -279607 -25165270 -459021 -24706249
Profit Factor 1.7117 5.6491 0.8047 0.3652 6.66 0.1625
Total Trades 66 33 33 66 33 33
Winning Trades 55 27 28 54 26 28
Losing Trades 11 6 5 12 7 5
Profitability (%) 83.3333 81.8182 84.8485 81.8182 78.7879 84.8485
Ratio Avg Win / Avg Loss 0.3423 1.2553 0.1437 0.0812 1.7931 0.029
Largest Winning Trade 103683 103683 42254 1735756 1735756 1106377
Largest Losing Trade -279607 -50349 -279607 -24706249 -459021 -24706249
Avg Bars in Trades 69 70 68 69 70 68
Avg Bars in Winners 41 38 44 38 32 44
Avg Bars in Losers 208 213 202 207 211 202
Bars Traded 4566 2321 2245 4566 2321 2245
Profit Streak 164.3847 1086.3847 0 0 0 0
Trades During Streak 1 17 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -297464 -145728 -576442 -705212 676475 -576442

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1551744000000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757322834060,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            345747.0049542665,
            422860.0806434391,
            -77113.0756891724,
            -16429223.567028675,
            4569128.500269187,
            -20998352.06729786
        ],
        [
            345.747005,
            422.860081,
            -77.113076,
            -16429.223567,
            4569.1285,
            -20998.352067
        ],
        [
            0.138271,
            0.16911,
            -0.030839,
            0,
            0.15383,
            0
        ],
        [
            851.026135,
            851.026135,
            851.026135,
            851.026135,
            851.026135,
            851.026135
        ],
        [
            -279607,
            -67528,
            -279607,
            -25165270,
            -459021,
            -24706249
        ],
        [
            1.711682,
            5.649059,
            0.804708,
            0.365175,
            6.660007,
            0.1625
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            55,
            27,
            28,
            54,
            26,
            28
        ],
        [
            11,
            6,
            5,
            12,
            7,
            5
        ],
        [
            83.333333,
            81.818182,
            84.848485,
            81.818182,
            78.787879,
            84.848485
        ],
        [
            0.342336,
            1.255347,
            0.143698,
            0.08115,
            1.793079,
            0.029018
        ],
        [
            103683,
            103683,
            42254,
            1735756,
            1735756,
            1106377
        ],
        [
            -279607,
            -50349,
            -279607,
            -24706249,
            -459021,
            -24706249
        ],
        [
            69,
            70,
            68,
            69,
            70,
            68
        ],
        [
            41,
            38,
            44,
            38,
            32,
            44
        ],
        [
            208,
            213,
            202,
            207,
            211,
            202
        ],
        [
            4566,
            2321,
            2245,
            4566,
            2321,
            2245
        ],
        [
            164.384653,
            1086.384653,
            0,
            0,
            0,
            0
        ],
        [
            1,
            17,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -297464,
            -145728,
            -576442,
            -705212,
            676475,
            -576442
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1551744000000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757322834060,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)